Combining Nonparametric and Optimal Linear Time Series Predictions
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Publication:5255694
DOI10.1198/JASA.2010.TM09549zbMath1388.62249OpenAlexW2068254454MaRDI QIDQ5255694
Sophie Dabo-Niang, Jean-Michel Zakoian, Christian Francq
Publication date: 17 June 2015
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: http://crest.science/RePEc/wpstorage/2009-18.pdf
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)
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